
UQLIB User manual
• Stagnation of the cost: the algorithm stops if the absolute difference between the
maximum and minimum of the objective function values over a given number of
iterations (i.e., its range) is below a given threshold.
• Stagnation of the solution: the algorithm stops if the possible change in the solu-
tion becomes extremely small, i.e., the current normal distribution can only sample
points that are extremely close to its mean.
• Number of function evaluations: the algorithm stops if the number of calls to the
objective function reaches a given threshold.
The algorithm stops when any one of these criteria is reached.
3 Syntax
XSTAR = uq_c1p1cmaes(FUN, X0, SIGMA0)
XSTAR = uq_c1p1cmaes(FUN, X0, SIGMA0, LB, UB)
XSTAR = uq_c1p1cmaes(FUN, X0, SIGMA0, LB, UB, NONLCON)
XSTAR = uq_c1p1cmaes(FUN, X0, SIGMA0, LB, UB, NONLCON, OPTIONS)
[XSTAR,FSTAR] = uq_c1p1cmaes(...)
[XSTAR,FSTAR,EXITFLAG] = uq_c1p1cmaes(...)
[XSTAR,FSTAR,EXITFLAG,OUTPUT] = uq_c1p1cmaes(...)
XSTAR = uq_c1p1cmaes(FUN, X0, SIGMA0) finds a local minimizer of the function FUN
with X0 as starting point and SIGMA0 as the initial global step size.
XSTAR = uq_c1p1cmaes(FUN, X0, SIGMA0, LB, UB) defines a set of lower and upper
bounds such that LB(i) <= XSTAR(i) <= UB(i). If LB and UB are finite and X0 = []
and/or SIGMA0 = [], the center of the search space, i.e., (LB(i)+UB(i))/2 and 1/6
of the search space width, i.e., (UB(i)-LB(i))/6 are used as X0(i) and SIGMA0(i),
respectively.
XSTAR = uq_c1p1cmaes(FUN, X0, SIGMA0, LB, UB, NONLCON) defines a set of non-
linear inequalities constraints and subjects the minimization to the constraints. If there
are no bound constraints, set LB = [] and UB = [].
XSTAR = uq_c1p1cmaes(FUN, X0, SIGMA0, LB, UB, NONLCON, OPTIONS) minimizes with
the default optimization options replaced by the values in the OPTIONS structure
(see Table 2).
[XSTAR,FSTAR] = uq_c1p1cmaes(...) additionally returns the value of the objective
function at the solution XSTAR.
[XSTAR,FSTAR,EXITFLAG] = uq_c1p1cmaes(...) additionally returns an exit flag that
indicates the termination condition of the algorithm (see Table 4).
[XSTAR,FSTAR,EXITFLAG,OUTPUT] = uq_c1p1cmaes(...) additionally returns a struc-
ture with additional information about the optimization process (see Table 4).
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